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Do Chinese characters make it a lot harder to create or play word games in Chinese than it is in English? I have seen a few Chinese crosswords, but it seems like they aren't as densely cross-linked as English ones usually are. (In the few that I've seen, Chinese ones seem to have more black squares.) I suspect this difficulty is why logic puzzles like Sudoku and Masyu that use symbols instead of words are popular in Japan.

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Well, not sure if this answers your question or not, but I've played a game before involving using idioms (aka 成语) where you have to carry on using the same sound (not including tone) from whatever 成语 the previous person said.

For example, if I started with 骑虎难下 (qi hu nan xia - something like stuck between a rock and a hard place) the next person might say 下里巴人 (xia li ba ren - like redneck) the following 仁者见仁 (ren zhe jian ren - different people have different opinions) and so on. It's pretty hard, but a great way to learn new 成语.

Other than 成语接龙，I've played another word game of 成语. First，given a special topic, e.g. 数字(number)、生肖(Chinese Zodiac) etc， then name one 成语 related to the topic alternately. If you cannot think of a new one in your turn, you lose.

E.g. the topic is 生肖, I start with 鼠目寸光, then you say 对牛弹琴, then a third person would go with 如虎添翼, and so on. If one couldn't name a new one, then he/she lose. Note that you could add some limits to the game to make it more difficult, in this case, a limit is that 生肖 should be in the order of 鼠牛虎兔龙蛇马羊猴鸡狗猪, which means that the next person should say 成语 with character 兔. Actually, there are so many 成语 related to 生肖 that it is not quite hard in the beginning.

In recent months there has been a CCTV game show called 中国成语大会, where contestants play a game which could be called "chengyu charades": contestants form pairs where one must provide spoken hints without saying any character in the chengyu, and the second must guess the chengyu.

This show had a precursor: 中国汉字听写大会 or Chinese Characters Dictation Competition, which is very similar to spelling bees: contestants hear a difficult word and must write the correct characters down.

Both shows contain very advanced Chinese, but if you stick with an easier vocabulary, these games can be very useful teaching tools. You can find these shows on youtube too.